+36.3%
BABA vs Z
-21.1%
+57.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +11.6% | -4.6% | +16.2% | +12.2% |
| 30D | +2.3% | +8.3% | -6.0% | +0.4% |
| 3M | -13.7% | -11.6% | -2.1% | -12.7% |
| 6M | -21.9% | -33.6% | +11.7% | -17.5% |
| YTD | -24.6% | -56.7% | +32.0% | -15.5% |
| 1Y | -34.1% | -59.1% | +25.0% | -25.5% |
| 3Y | +36.3% | -20.4% | +56.6% | +37.4% |
| All | +36.3% | -21.1% | +57.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling